Robust Formulations for Handling Uncertainty in Kernel Matrices

We study the problem of uncertainty in the entries of the Kernel matrix, arising in SVM formulation. Using Chance Constraint Programming and a novel large deviation inequality we derive a formulation which is robust to such noise. The resulting formulation applies when the noise is Gaussian, or has finite support. The formulation in general is non-convex, but in several cases of interest it reduces to a convex program. The problem of uncertainty in kernel matrix is motivated from the real world problem of classifying proteins when the structures are provided with some uncertainty. The formulation derived here naturally incorporates such uncertainty in a principled manner leading to significant improvements over the state of the art. 1.

Precoder Designs for MIMO Broadcast Channels with Imperfect CSI

[1] D. Tse and P. Viswanath, Fundamentals of Wireless Communication.Cambridge University Press, 2006. [2] H. Bolcskei, D. Gesbert, C. B. Papadias, and A.-J. van der Veen, Spacetime Wireless Systems: From Array Processing to MIMO Communications.Cambridge University Press, 2006. [3] Q. H. Spencer, C. B. Peel, A. L. Swindlehurst, and M. Haardt, “An introduction to the multiuser MIMO downlink,” IEEE Commun. Mag.,vol. 42, pp. 60–67, Oct. 2004. [4] K. Kusume, M. Joham,W. Utschick, and G. Bauch, “Efficient tomlinsonharashima precoding for spatial multiplexing on flat MIMO channel,”in Proc. IEEE ICC’2005, May 2005, pp. 2021–2025. [5] R. Fischer, C. Windpassinger, A. Lampe, and J. Huber, “MIMO precoding for decentralized receivers,” in Proc. IEEE ISIT’2002, 2002, p.496. [6] M. Schubert and H. Boche, “Iterative multiuser uplink and downlink beamforming under SINR constraints,” IEEE Trans. Signal Process.,vol. 53, pp. 2324–2334, Jul. 2005. [7] ——, “Solution of multiuser downlink beamforming problem with individual SINR constraints,” IEEE Trans. Veh. Technol., vol. 53, pp.18–28, Jan. 2004. [8] A. Wiesel, Y. C. Eldar, and Shamai, “Linear precoder via conic optimization for fixed MIMO receivers,” IEEE Trans. Signal Process., vol. 52,pp. 161–176, Jan. 2006. [9] N. Jindal, “MIMO broadcast channels with finite rate feed-back,” in Proc. IEEE GLOBECOM’2005, Nov. 2005. [10] R. Hunger, F. Dietrich, M. Joham, and W. Utschick, “Robust transmit zero-forcing filters,” in Proc. ITG Workshop on Smart Antennas, Munich,Mar. 2004, pp. 130–137. [11] M. B. Shenouda and T. N. Davidson, “Linear matrix inequality formulations of robust QoS precoding for broadcast channels,” in Proc.CCECE’2007, Apr. 2007, pp. 324–328. [12] M. Payaro, A. Pascual-Iserte, and M. A. Lagunas, “Robust power allocation designs for multiuser and multiantenna downlink communication systems through convex optimization,” IEEE J. Sel. Areas Commun.,vol. 25, pp. 1392–1401, Sep. 2007. [13] M. Biguesh, S. Shahbazpanahi, and A. B. Gershman, “Robust downlink power control in wireless cellular systems,” EURASIP Jl. Wireless Commun. Networking, vol. 2, pp. 261–272, 2004. [14] B. Bandemer, M. Haardt, and S. Visuri, “Liner MMSE multi-user MIMO downlink precoding for users with multple antennas,” in Proc.PIMRC’06, Sep. 2006, pp. 1–5. [15] J. Zhang, Y. Wu, S. Zhou, and J. Wang, “Joint linear transmitter and receiver design for the downlink of multiuser MIMO systems,” IEEE Commun. Lett., vol. 9, pp. 991–993, Nov. 2005. [16] S. Shi, M. Schubert, and H. Boche, “Downlink MMSE transceiver optimization for multiuser MIMO systems: Duality and sum-mse minimization,”IEEE Trans. Signal Process., vol. 55, pp. 5436–5446, Nov.2007. [17] A. Mezghani, M. Joham, R. Hunger, and W. Utschick, “Transceiver design for multi-user MIMO systems,” in Proc. WSA 2006, Mar. 2006. [18] R. Doostnejad, T. J. Lim, and E. Sousa, “Joint precoding and beamforming design for the downlink in a multiuser MIMO system,” in Proc.WiMob’2005, Aug. 2005, pp. 153–159. [19] N. Vucic, H. Boche, and S. Shi, “Robust transceiver optimization in downlink multiuser MIMO systems with channel uncertainty,” in Proc.IEEE ICC’2008, Beijing, China, May 2008. [20] A. Ben-Tal and A. Nemirovsky, “Selected topics in robust optimization,”Math. Program., vol. 112, pp. 125–158, Feb. 2007. [21] D. Bertsimas and M. Sim, “Tractable approximations to robust conic optimization problems,” Math. Program., vol. 107, pp. 5–36, Jun. 2006. [22] P. Ubaidulla and A. Chockalingam, “Robust Transceiver Design for Multiuser MIMO Downlink,” in Proc. IEEE Globecom’2008, New Orleans, USA, Dec. 2008, to appear. [23] S. Boyd and L. Vandenberghe, Convex Optimization. Cambridge University Press, 2004. [24] G. H. Golub and C. F. V. Loan, Matrix Computations. The John Hopkins University Press, 1996.

An analog MVUE for a wireless sensor network

An analog minimum-variance unbiased estimator(MVUE) over an asymmetric wireless sensor network is studied.Minimisation of variance is cast into a constrained non-convex optimisation problem. An explicit algorithm that solves the problem is provided. The solution is obtained by decomposing the original problem into a finite number of convex optimisation problems with explicit solutions. These solutions are then juxtaposed together by exploiting further structure in the objective function.

General-sum stochastic games: Verifiability conditions for Nash equilibria

Unlike zero-sum stochastic games, a difficult problem in general-sum stochastic games is to obtain verifiable conditions for Nash equilibria. We show in this paper that by splitting an associated non-linear optimization problem into several sub-problems, characterization of Nash equilibria in a general-sum discounted stochastic games is possible. Using the aforementioned sub-problems, we in fact derive a set of necessary and sufficient verifiable conditions (termed KKT-SP conditions) for a strategy-pair to result in Nash equilibrium. Also, we show that any algorithm which tracks the zero of the gradient of the Lagrangian of every sub-problem provides a Nash strategy-pair. (c) 2012 Elsevier Ltd. All rights reserved.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov's transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov's transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Time variant reliability model updating in instrumented dynamical systems based on Girsanov’s transformation

The problem of updating the reliability of instrumented structures based on measured response under random dynamic loading is considered. A solution strategy within the framework of Monte Carlo simulation based dynamic state estimation method and Girsanov’s transformation for variance reduction is developed. For linear Gaussian state space models, the solution is developed based on continuous version of the Kalman filter, while, for non-linear and (or) non-Gaussian state space models, bootstrap particle filters are adopted. The controls to implement the Girsanov transformation are developed by solving a constrained non-linear optimization problem. Numerical illustrations include studies on a multi degree of freedom linear system and non-linear systems with geometric and (or) hereditary non-linearities and non-stationary random excitations.

Mixed finite elements for electromagnetic analysis

The occurrence of spurious solutions is a well-known limitation of the standard nodal finite element method when applied to electromagnetic problems. The two commonly used remedies that are used to address this problem are (i) The addition of a penalty term with the penalty factor based on the local dielectric constant, and which reduces to a Helmholtz form on homogeneous domains (regularized formulation); (ii) A formulation based on a vector and a scalar potential. Both these strategies have some shortcomings. The penalty method does not completely get rid of the spurious modes, and both methods are incapable of predicting singular eigenvalues in non-convex domains. Some non-zero spurious eigenvalues are also predicted by these methods on non-convex domains. In this work, we develop mixed finite element formulations which predict the eigenfrequencies (including their multiplicities) accurately, even for nonconvex domains. The main feature of the proposed mixed finite element formulation is that no ad-hoc terms are added to the formulation as in the penalty formulation, and the improvement is achieved purely by an appropriate choice of finite element spaces for the different variables. We show that the formulation works even for inhomogeneous domains where `double noding' is used to enforce the appropriate continuity requirements at an interface. For two-dimensional problems, the shape of the domain can be arbitrary, while for the three-dimensional ones, with our current formulation, only regular domains (which can be nonconvex) can be modeled. Since eigenfrequencies are modeled accurately, these elements also yield accurate results for driven problems. (C) 2014 Elsevier Ltd. All rights reserved.

Secure Communication in Amplify-and-Forward Networks with Multiple Eavesdroppers: Decoding with SNR Thresholds

The problem of secure unicast communication over a two hop Amplify-and-Forward wireless relay network with multiple eavesdroppers is considered. Assuming that a receiver (destination or eavesdropper) can decode a message only if the received SNR is above a predefined threshold, we consider this problem in two scenarios. In the first scenario, we maximize the SNR at the legitimate destination, subject to the condition that the received SNR at each eavesdropper is below the target threshold. Due to the non-convex nature of the objective function and eavesdroppers' constraints, we transform variables and obtain a quadratically constrained quadratic program (QCQP) with convex constraints, which can be solved efficiently. When the constraints are not convex, we consider a semidefinite relaxation (SDR) to obtain computationally efficient approximate solution. In the second scenario, we minimize the total power consumed by all relay nodes, subject to the condition that the received SNR at the legitimate destination is above the threshold and at every eavesdropper, it is below the corresponding threshold. We propose a semidefinite relaxation of the problem in this scenario and also provide an analytical lower bound.

Analysis of non-uniform waveguide in MZI and optimization of the power confinement in the waveguide

The technological world has attained a new dimension with the advent of miniaturization and a major breakthrough has evolved in the form of moems, technically more advanced than mems. This breakthrough has paved way for the scientists to research and conceive their innovation. This paper presents a mathematical analysis of the wave propagation along the non-uniform waveguide with refractive index varying along the z axis implemented on the cantilever beam of MZI based moem accelerometer. Secondly the studies on the wave bends with minimum power loss focusing on two main aspects of bend angle and curvature angle is also presented.

Ant colony optimization for reporting cell planning in mobile computing using selective paging strategy

Location management problem that arise in mobile computing networks is addressed. One method used in location management is to designate sonic of the cells in the network as "reporting cells". The other cells in the network are "non-reporting cells". Finding an optimal set of reporting cells (or reporting cell configuration) for a given network. is a difficult combinatorial optimization problem. In fact this is shown to be an NP-complete problem. in an earlier study. In this paper, we use the selective paging strategy and use an ant colony optimization method to obtain the best/optimal set of reporting cells for a given a network.

Application of optimization methods to vibration control of stretched strings

In this paper, non-linear programming techniques are applied to the problem of controlling the vibration pattern of a stretched string. First, the problem of finding the magnitudes of two control forces applied at two points l1 and l2 on the string to reduce the energy of vibration over the interval (l1, l2) relative to the energy outside the interval (l1, l2) is considered. For this problem the relative merits of various methods of non-linear programming are compared. The more complicated problem of finding the positions and magnitudes of two control forces to obtain the desired energy pattern is then solved by using the slack unconstrained minimization technique with the Fletcher-Powell search. In the discussion of the results it is shown that the position of the control force is very important in controlling the energy pattern of the string.

A solution framework for scheduling a BPM with non-identical job dimensions

A Batch Processing Machine (BPM) is one which processes a number of jobs simultaneously as a batch with common beginning and ending times. Also, a BPM, once started cannot be interrupted in between (Pre-emption not allowed). This research is motivated by a BPM in steel casting industry. There are three main stages in any steel casting industry viz., pre-casting stage, casting stage and post-casting stage. A quick overview of the entire process, is shown in Figure 1. There are two BPMs : (1) Melting furnace in the pre-casting stage and (2) Heat Treatment Furnace (HTF) in the post casting stage of steel casting manufacturing process. This study focuses on scheduling the latter, namely HTF. Heat-treatment operation is one of the most important stages of steel casting industries. It determines the final properties that enable components to perform under demanding service conditions such as large mechanical load, high temperature and anti-corrosive processing. In general, different types of castings have to undergo more than one type of heat-treatment operations, where the total heat-treatment processing times change. To have a better control, castings are primarily classified into a number of job-families based on the alloy type such as low-alloy castings and high alloy castings. For technical reasons such as type of alloy, temperature level and the expected combination of heat-treatment operations, the castings from different families can not be processed together in the same batch.

Performance evaluation of elitist-mutated multi-objective particle swarm optimization for integrated water resources management

Optimal allocation of water resources for various stakeholders often involves considerable complexity with several conflicting goals, which often leads to multi-objective optimization. In aid of effective decision-making to the water managers, apart from developing effective multi-objective mathematical models, there is a greater necessity of providing efficient Pareto optimal solutions to the real world problems. This study proposes a swarm-intelligence-based multi-objective technique, namely the elitist-mutated multi-objective particle swarm optimization technique (EM-MOPSO), for arriving at efficient Pareto optimal solutions to the multi-objective water resource management problems. The EM-MOPSO technique is applied to a case study of the multi-objective reservoir operation problem. The model performance is evaluated by comparing with results of a non-dominated sorting genetic algorithm (NSGA-II) model, and it is found that the EM-MOPSO method results in better performance. The developed method can be used as an effective aid for multi-objective decision-making in integrated water resource management.

Conservation law with the flux function discontinuous in the space variable- II - Convex-concave type fluxes and generalized entropy solutions

We deal with a single conservation law with discontinuous convex-concave type fluxes which arise while considering sign changing flux coefficients. The main difficulty is that a weak solution may not exist as the Rankine-Hugoniot condition at the interface may not be satisfied for certain choice of the initial data. We develop the concept of generalized entropy solutions for such equations by replacing the Rankine-Hugoniot condition by a generalized Rankine-Hugoniot condition. The uniqueness of solutions is shown by proving that the generalized entropy solutions form a contractive semi-group in L-1. Existence follows by showing that a Godunov type finite difference scheme converges to the generalized entropy solution. The scheme is based on solutions of the associated Riemann problem and is neither consistent nor conservative. The analysis developed here enables to treat the cases of fluxes having at most one extrema in the domain of definition completely. Numerical results reporting the performance of the scheme are presented. (C) 2006 Elsevier B.V. All rights reserved.

Real-coded genetic algorithm for machining condition optimization

In this paper, we consider the machining condition optimization models presented in earlier studies. Finding the optimal combination of machining conditions within the constraints is a difficult task. Hence, in earlier studies standard optimization methods are used. The non-linear nature of the objective function, and the constraints that need to be satisfied makes it difficult to use the standard optimization methods for the solution. In this paper, we present a real coded genetic algorithm (RCGA), to find the optimal combination of machining conditions. We present various issues related to real coded genetic algorithm such as solution representation, crossover operators, and repair algorithm in detail. We also present the results obtained for these models using real coded genetic algorithm and discuss the advantages of using real coded genetic algorithm for these problems. From the results obtained, we conclude that real coded genetic algorithm is reliable and accurate for solving the machining condition optimization models.